Locally optimal one-sided tests for multiparameter hypotheses

DOI10.1080/07474939708800379zbMath0891.62011OpenAlexW1968973014MaRDI QIDQ4355163

Ping X. Wu, Maxwell L. King

Publication date: 25 June 1998

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474939708800379

zbMATH Keywords

nuisance parametersheteroscedasticityvariance componentsLagrange multiplier testlocally most mean powerful testautoregressive disturbancesmultiparameter one-sided alternative

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)

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